Risk Budgeting and Diversification Based on Optimized Uncorrelated Factors

By Attilio Meucci, A. Santangelo, Romain Deguest. 2015

49 citations recorded by the source corpus.

Subfields: Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/e66542c4a2963c00684b87ec755328441ea10079